Read online De Gruyter Textbook: Stochastic Finance : An Introduction in Discrete Time by Alexander Schied in DOC, MOBI
9783110463446 English 311046344X This is the fourth, newly revised edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second the idea of dynamic hedging of contingent claims is developed in a multiperiod framework.
9783110463446 English 311046344X This is the fourth, newly revised edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second the idea of dynamic hedging of contingent claims is developed in a multiperiod framework.